Bootstrap: Bootstrap for one and multiple groups

In CovCorTest: Statistical Tests for Covariance and Correlation Matrices and their Structures

Bootstrap for one and multiple groups

Description

This function generates normal distributed random vectors. For one group, nv random vectors with covariance matrix HatCov are generated and the corresponding value of the ATS is generated. For multiple groups the corresponding sample sizes from nv are used. The weighted sum of covariance matrices is calculated and used to calculate the value of the ATS.

Usage

Bootstrap(N.sim, nv, C, MSrootHatCov)

Arguments

N.sim	control variable for using sapply
nv	scalar (one group) or vector (multiple groups) of sample sizes for the bootstrap samples
C	hypothesis matrix for calculating the ATS
MSrootHatCov	matrix (one group) or list of matrices (multiple groups) of roots of the covariance matrices, to generate the bootstrap sample

Value

a scalar, the value of the ATS

CovCorTest documentation built on June 8, 2025, 11:50 a.m.